Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202704.786 | 46693.7889 | 156010.9971 | 50091.8661 | 25101.3638 | 24990.5023 |
Total P&L (%) | 202.7048 | 46.6938 | 156.011 | 50.0919 | 25.1014 | 24.9905 |
Avg Daily Profit (%) | 0.1946 | 0.0448 | 0.1498 | 0.039 | 0.0215 | 0.0214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116965 | -95670 | -111758 | -101094 | -39263 | -92460 |
Profit Factor | 1.2739 | 1.1213 | 1.4393 | 1.1257 | 1.133 | 1.1192 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 55.4404 | 53.125 | 57.732 | 55.4404 | 53.125 | 57.732 |
Ratio Avg Win / Avg Loss | 1.0239 | 0.9894 | 1.0537 | 0.9048 | 0.9997 | 0.8194 |
Largest Winning Trade | 30680 | 30680 | 28232 | 33355 | 24109 | 33355 |
Largest Losing Trade | -62954 | -29939 | -62954 | -68791 | -18665 | -68791 |
Avg Bars in Trades | 126 | 128 | 124 | 126 | 128 | 124 |
Avg Bars in Winners | 108 | 117 | 101 | 108 | 117 | 101 |
Avg Bars in Losers | 148 | 142 | 155 | 148 | 142 | 155 |
Bars Traded | 24432 | 12368 | 12064 | 24432 | 12368 | 12064 |
Profit Streak | 0 | 71.2488 | 0 | 0 | 71.2488 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331738 | -221739 | 307037 | -224338 | -241912 | -258207 |
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{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 148, "offset": 129 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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